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07/20/2023
Synthetic Control Methods by Density Matching under Implicit Endogeneity
Synthetic control methods (SCMs) have become a crucial tool for causal i...
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04/16/2023
Bayesian Causal Synthesis for Supra-Inference on Heterogeneous Treatment Effects
We propose a novel Bayesian methodology to mitigate misspecification and...
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03/10/2022
Spatially-Varying Bayesian Predictive Synthesis for Flexible and Interpretable Spatial Prediction
Spatial data are characterized by their spatial dependence, which is oft...
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09/16/2021
Policy Choice and Best Arm Identification: Comments on "Adaptive Treatment Assignment in Experiments for Policy Choice"
Adaptive experimental design for efficient decision-making is an importa...
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08/03/2021
Learning Causal Relationships from Conditional Moment Conditions by Importance Weighting
We consider learning causal relationships under conditional moment condi...
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03/11/2021
Convergence of Computed Dynamic Models with Unbounded Shock
This paper studies the asymptotic convergence of computed dynamic models...
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02/15/2021
Controlling False Discovery Rates Using Null Bootstrapping
We consider controlling the false discovery rate for many tests with unk...
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12/03/2019
Mean-shift least squares model averaging
This paper proposes a new estimator for selecting weights to average ove...
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11/20/2019
Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis
This paper studies the theoretical predictive properties of classes of f...
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12/11/2018
Dynamic Sparse Factor Analysis
Its conceptual appeal and effectiveness has made latent factor modeling ...
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03/18/2018
Large-Scale Dynamic Predictive Regressions
We develop a novel "decouple-recouple" dynamic predictive strategy and c...
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12/11/2017
Dynamic Mixed Frequency Synthesis for Economic Nowcasting
We develop a novel Bayesian framework for dynamic modeling of mixed freq...
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11/05/2017